+833.7%
INSM vs EFV
+169.9%
+663.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.5% |
| 7D | +2.5% | -0.8% | +3.3% | +3.3% |
| 30D | -2.2% | +0.6% | -2.8% | -2.9% |
| 3M | +33.8% | +7.5% | +26.3% | +23.3% |
| 6M | -7.2% | +13.0% | -20.2% | -18.4% |
| YTD | -25.6% | +18.3% | -44.0% | -38.0% |
| 1Y | -11.2% | +26.7% | -38.0% | -31.6% |
| 3Y | +388.3% | +89.6% | +298.8% | +134.1% |
| 5Y | +376.6% | +98.2% | +278.4% | +115.4% |
| All | +833.7% | +169.9% | +663.8% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling